+29.1%
IYR vs SYY
+29.1%
0.0%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.5% |
| 7D | -1.4% | +3.9% | -5.3% | -2.4% |
| 30D | -2.7% | -1.7% | -0.9% | -2.2% |
| 3M | -2.1% | +5.2% | -7.3% | -3.6% |
| 6M | +3.6% | -0.2% | +3.8% | +3.2% |
| YTD | +8.1% | +15.4% | -7.2% | +2.0% |
| 1Y | +4.7% | +5.6% | -0.9% | +2.0% |
| 3Y | +29.1% | +28.9% | +0.2% | +12.8% |
| All | +29.1% | +29.1% | 0.0% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SYY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling